#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Models.Equity;
using Cephei.QL;
namespace Cephei.QL.Experimental.Finitedifferences
{
     // <summary> 
	// ! \ingroup vanillaengines  \test the correctness of the returned value is tested by reproducing results available in web/literature and comparison with Black pricing.
	// </summary>
    [Guid ("32B860E4-D363-4edc-A6F6-071BAC9E4F1C"),ComVisible(true)]
	public interface IFdHestonVanillaEngine : Cephei.QL.IPricingEngine
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 IFdHestonVanillaEngine Calculate {get;}
        
		 IFdHestonVanillaEngine EnableMultipleStrikesCaching(Cephei.IVector<Double> strikes);
        
		 IFdHestonVanillaEngine Update {get;}
    }

    // <summary> 
	// ! \ingroup vanillaengines  \test the correctness of the returned value is tested by reproducing results available in web/literature and comparison with Black pricing. Factory
	// </summary>
   	[ComVisible(true)]
    public interface IFdHestonVanillaEngine_Factory // : Collection_Factory<IFdHestonVanillaEngine, ICell<IFdHestonVanillaEngine>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    IFdHestonVanillaEngine Create (Cephei.QL.Models.Equity.IHestonModel model, Microsoft.FSharp.Core.FSharpOption<UInt64> tGrid, Microsoft.FSharp.Core.FSharpOption<UInt64> xGrid, Microsoft.FSharp.Core.FSharpOption<UInt64> vGrid, Microsoft.FSharp.Core.FSharpOption<UInt64> dampingSteps, Microsoft.FSharp.Core.FSharpOption<QL.Experimental.Finitedifferences.FdmBackwardSolver.FdmSchemeTypeEnum> type, Microsoft.FSharp.Core.FSharpOption<Double> theta, Microsoft.FSharp.Core.FSharpOption<Double> mu);
    }
}

